IEORE6616 Convex Optimization

Instructor: Garud N. Iyengar

Additional Information: EEOR_E6616_Spring2015_Syllabus.pdf

Convex sets and functions, and operations preserving convexity. Convex optimization problems. Convex Duality. Applications of convex optimization problems ranging from signal processing and information theory to revenue management. Convex Optimization in Banach Spaces. Algorithms for solving constrained convex optimization problems.

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